BNP Paribas Call 45 NTR 20.09.2024
/ DE000PC38522
BNP Paribas Call 45 NTR 20.09.202.../ DE000PC38522 /
16/08/2024 21:20:24 |
Chg.+0.010 |
Bid21:45:11 |
Ask21:45:11 |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
+4.00% |
0.260 Bid Size: 25,900 |
0.270 Ask Size: 25,900 |
Nutrien Ltd |
45.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
PC3852 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nutrien Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
31/01/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.12 |
Implied volatility: |
0.34 |
Historic volatility: |
0.26 |
Parity: |
0.12 |
Time value: |
0.13 |
Break-even: |
43.51 |
Moneyness: |
1.03 |
Premium: |
0.03 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.01 |
Spread %: |
4.17% |
Delta: |
0.64 |
Theta: |
-0.03 |
Omega: |
10.86 |
Rho: |
0.02 |
Quote data
Open: |
0.240 |
High: |
0.260 |
Low: |
0.230 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.33% |
1 Month |
|
|
-60.00% |
3 Months |
|
|
-78.69% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.220 |
1M High / 1M Low: |
0.740 |
0.220 |
6M High / 6M Low: |
1.460 |
0.220 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.244 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.483 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.873 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
186.13% |
Volatility 6M: |
|
138.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |